• Title/Summary/Keyword: Riccati Equation

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An Algebraic Approach to Optimal Control using STWS (STWS를 이용한 최적제어의 대수적 접근에 관한 연구)

  • 오현철;김윤상;안두수
    • Journal of Institute of Control, Robotics and Systems
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    • v.4 no.5
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    • pp.561-566
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    • 1998
  • This paper presents an algebraic approach to optimal control for time invariant continuous system using STWS(single term Walsh series). In optimal control, it is well known that the design problem with quadratic performance criteria often involves the determination of time-varying feedback gain matrix by solving the matrix nonlinear Riccati equation and of command signal by solving the integral equation, which makes design procedure quite difficult. Therefore, in order to resolve this problem, this paper is introduced to STWS. In this paper, the time-varying feedback gains and command signals are determined by piecewise constant gains which can be easily obtained from algebraic equation using STWS.

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Optimal Vibration Control of Vehicle Engine-Body System using Haar Functions

  • Karimi Hamid Reza
    • International Journal of Control, Automation, and Systems
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    • v.4 no.6
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    • pp.714-724
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    • 2006
  • In this note a method of designing optimal vibration control based on Haar functions to control of bounce and pitch vibrations in engine-body vibration structure is presented. Utilizing properties of Haar functions, a computational method to find optimal vibration control for the engine-body system is developed. It is shown that the optimal state trajectories and optimal vibration control are calculated approximately by solving only algebraic equations instead of solving the Riccati differential equation. Simulation results are included to demonstrate the validity and applicability of the technique.

Parametric Inverse Scattering for Lossless Dispersive Media with Enhanced Robustness

  • Park, Hyoung-Jin;Lee, Sang-Seol
    • Journal of electromagnetic engineering and science
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    • v.3 no.1
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    • pp.57-61
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    • 2003
  • The effects of high frequency noises on a perturbational inversion technique for a stratified dispersive medium are investigated in this paper. It is shown that the perturbational solution becomes unstable under high frequency noises. The physical origin of this instability is described. In order to enhance the robustness of the perturbational inverse scattering solution, a parametric inversion technique is introduced. The examples for the 2-pole and the 3-pole reflection coefficients are compared and contrasted, and improvement of the robustness of the solutions is shown.

OSCILLATION OF NONLINEAR EQUATIONS ON TIME SCALES

  • Li, Qiaoluan;Liu, Zhiyong;Dong, Wenlei;Liang, Haiyan;Zhang, Zhenguo
    • Journal of applied mathematics & informatics
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    • v.27 no.1_2
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    • pp.327-334
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    • 2009
  • By means of Riccati transformation techniques, we obtain some criteria which ensure that every solution of a nonlinear equation on time scales oscillates.

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Application of adaptive predictive control to an electric furnace

  • Kim, Jin-Hwan;Huh, Uk-Youl
    • 제어로봇시스템학회:학술대회논문집
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    • 1994.10a
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    • pp.168-172
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    • 1994
  • This paper shows that the GPC with exponential weighting(GPCEW) can be applied to Electric furnace system which has large time delay. Stability of GPCEW can be guarantee from monotonically non-increasing property of Riccati difference equation. We show that the performance of GPCEW versus GPC and auto-tuning PID control is better than that of GPC or atito-tuning PID.

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Loop transfer recovery design for input-delayed systems (입력 시간지연 시스템의 루우프 전달복구 설계 기법)

  • 박상현;이상정
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.1201-1204
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    • 1996
  • The previous results on LTR methods for time delay systems need the solution of the operator-type Riccati equation. In addition, it can be difficult to make the target loop shape representing the design specification. This paper proposes a new LTR method for input-delayed systems using well-established LTR method for non-delay systems. For doing this, a time delay margin is derived and the time delay of the input-delayed systems is assumed less than equal to the time delay margin. A simple example is presented for illustrations.

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A method for deciding weighting matrices by considering a steady-state deviation in a LQ tracking problem (정상상태 추적편차를 고려한 가중행렬의 선택)

  • 이진익;전기준
    • 제어로봇시스템학회:학술대회논문집
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    • 1989.10a
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    • pp.473-476
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    • 1989
  • Quadratic weighting matrices have an effect on the transition and steady state responses in a LQ tracking problem. They are usually decided on trial and error in order to get a good response. In this paper a method is presented which calculates a steady - state deviation without solving Riccati equation. By using this method, a new procedure for selecting the weighting matrices is proposed when a tolerance on the steady - state deviation is given.

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Frequency-domain properties of Kalman filters for linear systems with delay in output (출력에 시간지연이 있는 시스템을 위한 칼만필터의 주파수영역 특성)

  • 이상정
    • 제어로봇시스템학회:학술대회논문집
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    • 1988.10a
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    • pp.169-171
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    • 1988
  • This paper deals with the robustness property of Kalman filters for linear systems with delay in output. The operator-type Riccati equation is transformed to algebraic equations, and the circle condition is derived. Based on the circle condition, it is shown that the same nondivergence margin, (1/2, .inf.) gain margin and +-60.deg. phase margin, is guaranteed as for ordinary systems.

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INDEFINITE STOCHASTIC OPTIMAL LQR CONTROL WITH CROSS TERM UNDER IQ CONSTRAINTS

  • Luo, Cheng-Xin;Feng, En-Min
    • Journal of applied mathematics & informatics
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    • v.15 no.1_2
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    • pp.185-200
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    • 2004
  • A stochastic optimal LQR control problem under some integral quadratic (IQ) constraints is studied, with cross terms in both the cost and the constraint functionals, allowing all the control weighting matrices being indefinite. Sufficient conditions for the well-posedness of this problem are given. When these conditions are satisfied, the optimal control is explicitly derived via dual theory.

OSCILLATION CRITERIA OF SECOND ORDER NEUTRAL DIFFERENCE EQUATIONS

  • Zhang, Zhenguo;Lv, Xiaojing;Yu, Tian
    • Journal of applied mathematics & informatics
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    • v.13 no.1_2
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    • pp.125-138
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    • 2003
  • Some Riccati type difference inequalities are established for the second-order nonlinear difference equations with negative neutral term $\Delta$(a(n)$\Delta$(x(n) - px(n-$\tau$))) + f(n, x($\sigma$(n))) = 0 using these inequalities we obtain some oscillation criteria for the above equation.